I don't think "self-treat by doing things that make me happy" helps the type of depression people are talking about here. People I know who have needed treatment for depression say nothing makes them happy when they are depressed.
Signed,
Some Guy on the Internet.
I started taking an anti-depressant earlier this year. Although I had suspected (but never diagnosed) that I experienced depression my entire life, it had progressed to being much more significant (and classified as "moderate" major depressive disorder when I started medication). By that point I was waking up miserable every morning first thing, had to drag myself out of bed, constantly miserable throughout the day, and nothing made it better. Sleep was terrible. I could spend 10+ hours in bed, wake up late, and still felt exhausted. Since starting on medication, things are much improved (more on that in a bit). However I've also come to learn a lot of things about mental health, what depression really is, and how to handle it.
The first thing to realize is that depression isn't usually an on-off switch per se. Truly clinical depression can be thought of as a lack of joy, caused by a lack of seratonin. Some people have it, some people don't. It appears that I have it, and in thinking upon family history since starting on medication earlier this, I can see other relatives who we'd written off as "That's just how they are" but I now realize probably had it too. But between social stigma, family stigma, and the fact that medications just didn't exist in those days, it wasn't something to treat. So figure that if you have this deficiency, you have some inherent level of depression/sadness to start with.
For some people, that by itself is just too much of a negative mental state, and by itself leaves people depressed and needing medication. Some people just can't live with that level they have. But most people are able to to some degree, they just may seem unhappy, easily irritable, etc. It may or may not be easily observable to the outside world. Of my friends who I told about my depression once diagnosed, most had no idea, even close friends who'd known me for years.
Then you have unhappiness, when things go badly or good things fail to occur. This happens to everyone in life, we all know life has good days and bad. However this is additive to the depressive state. Troubles at home with your spouse, troubles at work with your job, troubles with your parents. If you have these, these add a level to your overall negative mental state.
And then you have other things that impact your mental state, like diet and exercise. If you're eating poorly, you fail to exercise, your body is unhappy, you have unchecked blood sugar (which can cause/contribute to mood swings). That adds up too. Alcohol is a depressant and while the dopamine makes you feel good in the short term, it then depresses you further.
For me, I'd lived my entire life knowing/suspecting a level of depression. Then some persistent issues at home and dissatisfaction with work drug me down further, and I was never doing fun things for myself. And then I wasn't eating particularly well, and definitely wasn't exercising. Although in my adult life I'd typically had some alcohol with dinner most nights, those most nights turned into every night, and the glasses of alcohol got bigger and refilled more, even though I was never drinking at work, never operated a car or an aircraft under the influence, etc. But this all creates a circle - you don't want to exercise or do fun things if you're feeling depressed. The alcohol as a depressant makes you feel worse, but drinking makes you feel better because of the dopamine it produces. And down a mental state continues to go.
If the things I listed above hadn't happened (one might've been enough, but probably multiples), I would probably have been able to continue managing things as I had for my life previously. Not that it was perfect (it wasn't) but it was manageable and didn't impact my life significantly, including my flying.
All that to say, based on my experience, the OP's idea of "doing things that make him happy" is important and a good thing. I would also suggest staying ahead of things like making sure diet and exercise are good, look at blood sugar, look at areas of stress and work to improve those. And so then if there is an underlying depression level, that may still be manageable.
That said, and I still think anti-depressants are over-prescribed on the whole even as someone who takes them myself, for me the medication made a big difference. I am hoping to not have a need to continue to be on it perpetually. But what it did for me was get out of the state of constant despair I found myself in, and then let me start to make other important changes to bring my state back up. Alcohol? Gone, 100%. Diet? Improved substantially. Exercise? Daily. Time for me? Still not as much as I should be doing, but yes, and I'm unapologetic about it.
Job/home life discontent? Working on those. If I want another medical I have to go down the SI path, but BasicMed or less is fine for me going forward.
Signed,
Some other guy on the internet who's BTDT and bought the t-shirt